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Mixing under monotone censoring


 
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1. Title Title of document Mixing under monotone censoring
 
2. Creator Author's name, affiliation, country Jian Ding; University of Chicago; United States
 
2. Creator Author's name, affiliation, country Elchanan Mossel; UC Berkeley; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) mixing time; testing monotonicity.
 
3. Subject Subject classification 60G15, 60G70
 
4. Description Abstract We initiate the study of mixing times of Markov chain under monotone censoring. Suppose we have some Markov Chain $M$ on a state space $\Omega$ with stationary distribution $\pi$ and a monotone set $A \subset \Omega$. We consider the chain $M'$ which is the same as the chain $M$ started at some $x \in A$ except that moves of $M$ of the form $x \to y$ where $x \in A$ and $y \notin A$ are {\em censored} and replaced by the move $x \to x$. If $M$ is ergodic and $A$ is connected, the new chain converges to $\pi$ conditional on $A$. In this paper we are interested in the mixing time of the chain $M'$ in terms of properties of $M$ and $A$. Our results are based on new connections with the field of property testing. A number of open problems are presented.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-07-20
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3157
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3157
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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